Tests for skewness and kurtosis in the one-way error component model
نویسندگان
چکیده
منابع مشابه
Tests for skewness and kurtosis in the one-way error component model
This paper derives tests for skewness and kurtosis for the one-way error components model. The test statistics are based on the between and within transformations of pooled OLS residuals, and are derived in a conditional moments framework. We derive the limiting distribution of the test statistics for panels with large cross-sectional and fixed time-series dimensions. The tests are implemented ...
متن کاملAdjusting the tests for skewness and kurtosis for distributional misspecifications
The standard root−b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root−b1 test is that its variance formula is derived under the assumption of no excess kurtosis. In this paper...
متن کاملSkewness and kurtosis as locally best invariant tests of normality
Consider testing normality against a one-parameter family of univariate distributions containing the normal distribution as the boundary, e.g., the family of t-distributions or an infinitely divisible family with finite variance. We prove that under mild regularity conditions, the sample skewness is the locally best invariant (LBI) test of normality against a wide class of asymmetric families a...
متن کاملSkewness-kurtosis adjusted confidence estimators and significance tests
Correspondence: [email protected] Institute of Mathematics, University of Rostock, Ulmenstraße 69, Haus 3, 18057 Rostock, Germany Abstract First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering probabilitie...
متن کاملSkewness and Kurtosis in Statistical Kinetics.
We obtain lower and upper bounds on the skewness and kurtosis associated with the cycle completion time of unicyclic enzymatic reaction schemes. Analogous to a well-known lower bound on the randomness parameter, the lower bounds on skewness and kurtosis are related to the number of intermediate states in the underlying chemical reaction network. Our results demonstrate that evaluating these hig...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.07.002